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subject:"Börsenkurs"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~subject:"Derivative"
~type_genre:"Working Paper"
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Börsenkurs
Derivative
Interest rate derivative
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Zinsderivat
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Option pricing theory
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
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Calibrating a market model to commodity and interest rate risk
Karlsson, Patrik
;
Pilz, Kay Frederik
;
Schlögl, Erik
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2016
Persistent link: https://www.econbiz.de/10011778017
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2
Hedging futures options with stochastic interest rates
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
-
2016
Persistent link: https://www.econbiz.de/10011778107
Saved in:
3
A consistent framework for modelling basis spreads in tenor swaps
Yang, Chang
;
Schlögl, Erik
-
2014
Persistent link: https://www.econbiz.de/10011344803
Saved in:
4
A note on the bias of using futures rates as a proxy for the instantaneous forward rate
Tô, Thuy-duong
-
2004
Persistent link: https://www.econbiz.de/10002721679
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